+2,105.4%
FIX vs WCC
+216.1%
+1,889.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | -0.2% |
| 7D | +6.0% | +4.5% | +1.6% | +3.5% |
| 30D | -7.2% | -5.8% | -1.4% | -4.1% |
| 3M | -15.9% | -3.7% | -12.2% | -13.7% |
| 6M | +12.7% | +23.1% | -10.3% | +2.1% |
| YTD | +72.8% | +44.2% | +28.6% | +44.6% |
| 1Y | +122.9% | +62.1% | +60.8% | +75.7% |
| 3Y | +774.3% | +121.1% | +653.2% | +477.2% |
| All | +2,105.4% | +216.1% | +1,889.4% | +1,011.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling